+42.3%
SWKS vs PPG
+23.8%
+18.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +3.1% |
| 7D | +6.8% | -3.7% | +10.5% | +9.4% |
| 30D | +11.3% | -7.2% | +18.5% | +16.7% |
| 3M | +4.1% | -7.3% | +11.4% | +9.1% |
| 6M | +39.7% | +0.3% | +39.4% | +36.6% |
| YTD | +23.2% | +6.5% | +16.7% | +14.8% |
| 1Y | +5.3% | +0.5% | +4.7% | +1.9% |
| 3Y | -15.1% | -15.3% | +0.2% | -8.6% |
| 5Y | -50.3% | -22.9% | -27.4% | -44.5% |
| 10Y | +42.3% | +28.4% | +14.0% | +7.6% |
| All | +42.3% | +23.8% | +18.5% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling